Yes, here is the reply from Blackmagic:
"We unfortunately don't have a set recommendation for converting NEF files to use in Resolve. In regards to DNG, Resolve won't take just standard DNG and is looking for proper cinemaDNG files, so I'm not sure what capabilities Adobe's converter might have in this regard. Not sure if it's an option for you, but you might look into converting to TIFF if this is possible from the NEF files."